Estimation of Sparse Variance-Covariance Matrix

Félix Chan; Ramzi Chariag

doi:10.1007/978-3-031-49849-7_4

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Estimation of Sparse Variance-Covariance Matrix

Félix Chan Ramzi Chariag

Year: 2024 Advanced studies in theoretical and applied econometrics Pages: 99-131 Publisher: Springer Nature (Netherlands)

DOI: 10.1007/978-3-031-49849-7_4

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Keywords:

Estimation of covariance matrices Covariance matrix Covariance Covariance intersection Variance (accounting) Mathematics Statistics Computer science Economics

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